Zero-one law

In probability theory, a zero-one law is a result that states that an event must have probability 0 or 1 and no intermediate value. Sometimes, the statement is that the limit of certain probabilities must be 0 or 1.

It may refer to:

Blumenthal's zero-one law for Markov processes,
Engelbert–Schmidt zero-one law for continuous, nondecreasing additive functionals of Brownian motion,
Hewitt–Savage zero-one law for exchangeable sequences,
Kolmogorov's zero-one law for the terminal σ-algebra,
Lévy's zero-one law, related to martingale convergence.

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